Uses of Class
net.finmath.finitedifference.grids.SpaceTimeDiscretization

Packages that use SpaceTimeDiscretization

Package	Description
net.finmath.finitedifference	Package net.finmath.finitedifference.
net.finmath.finitedifference.assetderivativevaluation.models	Package net.finmath.finitedifference.assetderivativevaluation.models.
net.finmath.finitedifference.interestrate.models	Package net.finmath.finitedifference.interestrate.models.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.
net.finmath.finitedifference.solvers.adi	Package net.finmath.finitedifference.solvers.adi.
net.finmath.finitedifference.utilities	Package net.finmath.finitedifference.utilities.

Uses of SpaceTimeDiscretization in net.finmath.finitedifference

Methods in net.finmath.finitedifference that return SpaceTimeDiscretization

Modifier and Type	Method	Description
SpaceTimeDiscretization	FiniteDifferenceModel.getSpaceTimeDiscretization()	Returns the space-time discretization used by this finite difference model.

Uses of SpaceTimeDiscretization in net.finmath.finitedifference.assetderivativevaluation.models

Methods in net.finmath.finitedifference.assetderivativevaluation.models that return SpaceTimeDiscretization

Modifier and Type	Method	Description
SpaceTimeDiscretization	FDMBachelierModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMBlackScholesModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMCevModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMHestonModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMMertonModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMMultiAssetBlackScholesModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMSabrModel.getSpaceTimeDiscretization()
SpaceTimeDiscretization	FDMVarianceGammaModel.getSpaceTimeDiscretization()

Methods in net.finmath.finitedifference.assetderivativevaluation.models with parameters of type SpaceTimeDiscretization

Modifier and Type	Method	Description
FiniteDifferenceEquityModel	FDMBachelierModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMBatesModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMBlackScholesModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMCevModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMHestonModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMMertonModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMMultiAssetBlackScholesModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMSabrModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FDMVarianceGammaModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceEquityModel	FiniteDifferenceEquityModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)	Returns a clone of this model with a modified space-time discretization.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, double riskFreeRate, double dividendYieldRate, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization and flat rates.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, double riskFreeRate, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization, flat risk-free rate, and zero dividend yield.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, DiscountCurve riskFreeCurve, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization and zero dividend yield.
static FDMVarianceGammaModel	FDMVarianceGammaModel.ofCGM(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double c, double g, double m, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Named factory using the (C,G,M) parameterization and explicit curves.

Constructors in net.finmath.finitedifference.assetderivativevaluation.models with parameters of type SpaceTimeDiscretization

Modifier	Constructor	Description
	FDMBachelierModel(double initialValue, double riskFreeRate, double dividendYieldRate, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Bachelier model from constant rates (flat curves).
	FDMBachelierModel(double initialValue, double riskFreeRate, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Convenience constructor from a constant risk-free rate (flat curve) and q = 0.
	FDMBachelierModel(double initialValue, DiscountCurve riskFreeCurve, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Convenience constructor without dividend yield curve (i.e., q = 0).
	FDMBachelierModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Bachelier model from discount curves.
	FDMBatesModel(double initialSpot, double initialVariance, double riskFreeRate, double dividendYieldRate, double kappa, double thetaV, double sigma, double rho, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from constant rates and jump parameters.
	FDMBatesModel(double initialSpot, double initialVariance, double riskFreeRate, double kappa, double thetaV, double sigma, double rho, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from a constant risk-free rate and zero dividend yield, using jump parameters.
	FDMBatesModel(double initialSpot, double initialVariance, double riskFreeRate, double dividendYieldRate, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from constant rates and an explicit jump component.
	FDMBatesModel(double initialSpot, double initialVariance, double riskFreeRate, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from a constant risk-free rate and zero dividend yield, using an explicit jump component.
	FDMBatesModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, double kappa, double thetaV, double sigma, double rho, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model without dividend yield curve, using jump parameters.
	FDMBatesModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model without dividend yield curve, using an explicit jump component.
	FDMBatesModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double kappa, double thetaV, double sigma, double rho, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from discount curves and jump parameters.
	FDMBatesModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double kappa, double thetaV, double sigma, double rho, BatesJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Bates finite difference model from discount curves and an explicit jump component.
	FDMBlackScholesModel(double initialValue, double riskFreeRate, double dividendYieldRate, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Black-Scholes finite difference model for option pricing.
	FDMBlackScholesModel(double initialValue, double riskFreeRate, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Black-Scholes finite difference model for option pricing without dividend yield.
	FDMBlackScholesModel(double initialValue, double riskFreeRate, double dividendYieldRate, LocalVolatility volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a local-volatility finite difference model for option pricing.
	FDMBlackScholesModel(double initialValue, double riskFreeRate, LocalVolatility volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a local-volatility finite difference model for option pricing without dividend yield.
	FDMBlackScholesModel(double initialValue, DiscountCurve riskFreeCurve, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Black-Scholes finite difference model for option pricing without dividend yield.
	FDMBlackScholesModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Black-Scholes finite difference model for option pricing.
	FDMBlackScholesModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, LocalVolatility volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a local-volatility finite difference model for option pricing.
	FDMBlackScholesModel(double initialValue, DiscountCurve riskFreeCurve, LocalVolatility volatility, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a local-volatility finite difference model for option pricing without dividend yield.
	FDMCevModel(double initialValue, double riskFreeRate, double dividendYieldRate, double sigma, double beta, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a CEV model instance using constant rates r and q.
	FDMCevModel(double initialValue, double riskFreeRate, double sigma, double beta, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a CEV model instance using constant r and assuming zero dividend yield (q = 0).
	FDMCevModel(double initialValue, DiscountCurve riskFreeCurve, double sigma, double beta, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a CEV model instance assuming zero dividend yield (q = 0), consistent with the constructor style of FDMBlackScholesModel.
	FDMCevModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double sigma, double beta, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a CEV model instance using explicit discount curves for r and q.
	FDMHestonModel(double initialSpot, double initialVariance, double riskFreeRate, double dividendYieldRate, double kappa, double thetaV, double sigma, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Heston finite difference model for option pricing from constant rates.
	FDMHestonModel(double initialSpot, double initialVariance, double riskFreeRate, double kappa, double thetaV, double sigma, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Heston finite difference model for option pricing from a constant risk-free rate and zero dividend yield.
	FDMHestonModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, double kappa, double thetaV, double sigma, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Heston finite difference model for option pricing without dividend yield curve (i.e. dividend yield is assumed to be zero).
	FDMHestonModel(double initialSpot, double initialVariance, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double kappa, double thetaV, double sigma, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a Heston finite difference model for option pricing.
	FDMMertonModel(double initialValue, double riskFreeRate, double dividendYieldRate, double volatility, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from flat rates and jump parameters.
	FDMMertonModel(double initialValue, double riskFreeRate, double volatility, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from a flat risk-free rate and zero dividend yield.
	FDMMertonModel(double initialValue, double riskFreeRate, double dividendYieldRate, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from flat rates and an explicit jump component.
	FDMMertonModel(double initialValue, double riskFreeRate, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from a flat risk-free rate and zero dividend yield.
	FDMMertonModel(double initialValue, DiscountCurve riskFreeCurve, double volatility, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model assuming zero dividend yield.
	FDMMertonModel(double initialValue, DiscountCurve riskFreeCurve, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model assuming zero dividend yield.
	FDMMertonModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double volatility, double jumpIntensity, double jumpMean, double jumpStdDev, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from discount curves and jump parameters.
	FDMMertonModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double volatility, MertonJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a finite-difference Merton model from discount curves and an explicit jump component.
	FDMMultiAssetBlackScholesModel(double[] initialValues, double riskFreeRate, double[] dividendYieldRates, double[] volatilities, double[][] correlationMatrix, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a multi-asset Black-Scholes finite-difference model from constant rates and constant volatilities.
	FDMMultiAssetBlackScholesModel(double[] initialValues, DiscountCurve riskFreeCurve, double[] volatilities, double[][] correlationMatrix, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a multi-asset Black-Scholes finite-difference model with zero dividend yield for every asset.
	FDMMultiAssetBlackScholesModel(double[] initialValues, DiscountCurve riskFreeCurve, DiscountCurve[] dividendYieldCurves, double[] volatilities, double[][] correlationMatrix, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a multi-asset Black-Scholes finite-difference model.
	FDMSabrModel(double initialSpot, double initialAlpha, double riskFreeRate, double dividendYieldRate, double beta, double nu, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a SABR finite difference model from constant rates.
	FDMSabrModel(double initialSpot, double initialAlpha, double riskFreeRate, double beta, double nu, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a SABR finite difference model from a constant risk-free rate and zero dividend yield.
	FDMSabrModel(double initialSpot, double initialAlpha, DiscountCurve riskFreeCurve, double beta, double nu, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a SABR finite difference model with zero dividend yield.
	FDMSabrModel(double initialSpot, double initialAlpha, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double beta, double nu, double rho, SpaceTimeDiscretization spaceTimeDiscretization)	Constructs a SABR finite difference model from discount curves.
	FDMVarianceGammaModel(double initialValue, double riskFreeRate, double dividendYieldRate, double sigma, double nu, double theta, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model from flat rates and the usual (sigma, nu, theta) parameterization.
	FDMVarianceGammaModel(double initialValue, double riskFreeRate, double sigma, double nu, double theta, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model from a flat risk-free rate, assuming zero dividend yield, and using the usual (sigma, nu, theta) parameterization.
	FDMVarianceGammaModel(double initialValue, double riskFreeRate, double dividendYieldRate, VarianceGammaJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model from flat rates and an explicit jump component.
	FDMVarianceGammaModel(double initialValue, double riskFreeRate, VarianceGammaJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model from a flat risk-free rate, assuming zero dividend yield, and using an explicit jump component.
	FDMVarianceGammaModel(double initialValue, DiscountCurve riskFreeCurve, double sigma, double nu, double theta, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model assuming zero dividend yield and using the usual (sigma, nu, theta) parameterization.
	FDMVarianceGammaModel(double initialValue, DiscountCurve riskFreeCurve, VarianceGammaJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model assuming zero dividend yield and using an explicit jump component.
	FDMVarianceGammaModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, double sigma, double nu, double theta, double lowerIntegrationBound, double upperIntegrationBound, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model from explicit discount curves and the usual (sigma, nu, theta) parameterization.
	FDMVarianceGammaModel(double initialValue, DiscountCurve riskFreeCurve, DiscountCurve dividendYieldCurve, VarianceGammaJumpComponent jumpComponent, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a Variance Gamma model from explicit discount curves and an explicit jump component.

Uses of SpaceTimeDiscretization in net.finmath.finitedifference.interestrate.models

Methods in net.finmath.finitedifference.interestrate.models that return SpaceTimeDiscretization

Modifier and Type	Method	Description
SpaceTimeDiscretization	FDMHullWhiteModel.getSpaceTimeDiscretization()

Methods in net.finmath.finitedifference.interestrate.models with parameters of type SpaceTimeDiscretization

Modifier and Type	Method	Description
FDMHullWhiteModel	FDMHullWhiteModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization newSpaceTimeDiscretization)
FiniteDifferenceInterestRateModel	FiniteDifferenceInterestRateModel.getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization spaceTimeDiscretization)	Returns a clone of the model using a modified space-time discretization.

Constructors in net.finmath.finitedifference.interestrate.models with parameters of type SpaceTimeDiscretization

Modifier	Constructor	Description
	FDMHullWhiteModel(AnalyticModel analyticModel, DiscountCurve discountCurve, ShortRateVolatilityModel volatilityModel, SpaceTimeDiscretization spaceTimeDiscretization)	Creates a one-factor Hull-White finite-difference model.

Uses of SpaceTimeDiscretization in net.finmath.finitedifference.solvers

Methods in net.finmath.finitedifference.solvers with parameters of type SpaceTimeDiscretization

Modifier and Type	Method	Description
static FDMSolver	FDMSolverFactory.createSolver(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification)	Performs the operation.

Constructors in net.finmath.finitedifference.solvers with parameters of type SpaceTimeDiscretization

Modifier	Constructor	Description
	FDMThetaMethod1D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.
	FDMThetaMethod1D(FiniteDifferenceModel model, FiniteDifferenceProduct<? extends FiniteDifferenceModel> product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.
	FDMThetaMethod1D(FiniteDifferenceInterestRateModel model, FiniteDifferenceInterestRateProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.
	FDMThetaMethod1DJump(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a one-dimensional theta-method PIDE solver with explicit jump term.
	FDMThetaMethod1DJump(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, int quadraturePointsPerSide)	Creates a one-dimensional theta-method PIDE solver with explicit jump term.
	FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel model, FiniteDifferenceOneDimensionalKnockInProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider)	Creates a direct two-state theta-method solver for one-dimensional knock- in products.
	FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel model, FiniteDifferenceOneDimensionalKnockInProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider, TwoStateActivationPolicy activationPolicy)	Creates a direct two-state theta-method solver with an explicit activation policy.
	FDMThetaMethod2D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a two-dimensional theta-method finite-difference solver.

Uses of SpaceTimeDiscretization in net.finmath.finitedifference.solvers.adi

Methods in net.finmath.finitedifference.solvers.adi that return SpaceTimeDiscretization

Modifier and Type	Method	Description
protected SpaceTimeDiscretization	AbstractADI2D.getSpaceTimeDiscretization()
protected SpaceTimeDiscretization	AbstractADI3D.getSpaceTimeDiscretization()

Constructors in net.finmath.finitedifference.solvers.adi with parameters of type SpaceTimeDiscretization

Modifier	Constructor	Description
protected	AbstractADI2D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the ADI solver.
protected	AbstractADI3D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)
	FDMAsianADI2D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the lifted two-dimensional ADI solver for arithmetic Asian products.
	FDMAsianHestonADI3D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Performs the operation.
	FDMAsianSabrADI3D(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the lifted three-dimensional ADI solver for arithmetic Asian pricing under SABR.
	FDMBarrierHestonADI2D(FDMHestonModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification)	Creates the barrier-aware Heston ADI solver.
	FDMBarrierSabrADI2D(FDMSabrModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification)	Creates the barrier-aware SABR ADI solver.
	FDMBatesADI2D(FDMBatesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a Bates ADI solver with a default number of quadrature cells on each side of zero.
	FDMBatesADI2D(FDMBatesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, int quadraturePointsPerSide)	Creates a Bates ADI solver.
	FDMHestonADI2D(FDMHestonModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the ADI solver for the two-dimensional Heston PDE.
	FDMMultiAssetBlackScholesADI2D(FDMMultiAssetBlackScholesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the ADI solver for the two-dimensional multi-asset Black-Scholes PDE.
	FDMSabrADI2D(FDMSabrModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the ADI solver for a two-dimensional SABR PDE.

Uses of SpaceTimeDiscretization in net.finmath.finitedifference.utilities

Methods in net.finmath.finitedifference.utilities that return SpaceTimeDiscretization

Modifier and Type	Method	Description
SpaceTimeDiscretization	FiniteDifferenceGridLayout.getDiscretization()	Returns the underlying space-time discretization.
SpaceTimeDiscretization	FiniteDifferenceSurfaceView.getDiscretization()	Returns the value.

Methods in net.finmath.finitedifference.utilities with parameters of type SpaceTimeDiscretization

Modifier and Type	Method	Description
static double[][]	FiniteDifferenceGreekProvider.deltaSurface(double[][] values, SpaceTimeDiscretization discretization)	Performs the operation.
static double[][]	FiniteDifferenceGreekProvider.firstDerivativeSurface(double[][] values, SpaceTimeDiscretization discretization, int dimension)	Performs the operation.
static double[][]	FiniteDifferenceGreekProvider.gammaSurface(double[][] values, SpaceTimeDiscretization discretization)	Performs the operation.
static int	FiniteDifferenceValueInterpolator.getTimeIndexNearestLessOrEqual(SpaceTimeDiscretization discretization, double evaluationTime, double maturity, double[][] values)	Returns the nearest previous solver time index for an evaluation time.
static double[]	FiniteDifferenceValueInterpolator.getTimeSlice(double[][] values, SpaceTimeDiscretization discretization, double evaluationTime, double maturity)	Extracts a value vector at an evaluation time.
static double[]	FiniteDifferenceValueInterpolator.getTimeSlice(double[][] values, SpaceTimeDiscretization discretization, int timeIndex)	Extracts a value vector at a solver time index.
static double[][]	FiniteDifferenceGreekProvider.greekSurface(FiniteDifferenceGreek greek, double[][] values, SpaceTimeDiscretization discretization)	Performs the operation.
static double	FiniteDifferenceValueInterpolator.interpolateSurface(double[][] values, SpaceTimeDiscretization discretization, double evaluationTime, double maturity, double... coordinates)	Interpolates a value surface at an evaluation time and spatial coordinate.
static double	FiniteDifferenceValueInterpolator.interpolateTimeIndex(double[][] values, SpaceTimeDiscretization discretization, int timeIndex, double... coordinates)	Interpolates a value surface at a given solver time index and spatial coordinate.
static double	FiniteDifferenceValueInterpolator.interpolateValue(double[] values, SpaceTimeDiscretization discretization, double... coordinates)	Interpolates a value vector at a spatial coordinate.
static double[][]	FiniteDifferenceGreekProvider.mixedSecondDerivativeSurface(double[][] values, SpaceTimeDiscretization discretization, int firstDimension, int secondDimension)	Performs the operation.
static FiniteDifferenceGridLayout	FiniteDifferenceGridLayout.of(SpaceTimeDiscretization discretization)	Creates a grid layout from a space-time discretization.
static FiniteDifferenceSurfaceView	FiniteDifferenceSurfaceView.of(SpaceTimeDiscretization discretization, double[][] values)	Performs the operation.
static double[][]	FiniteDifferenceGreekProvider.secondDerivativeSurface(double[][] values, SpaceTimeDiscretization discretization, int dimension)	Performs the operation.
static double[][]	FiniteDifferenceGreekProvider.thetaSurface(double[][] values, SpaceTimeDiscretization discretization)	Performs the operation.

Constructors in net.finmath.finitedifference.utilities with parameters of type SpaceTimeDiscretization

Modifier	Constructor	Description
	FiniteDifferenceGridLayout(SpaceTimeDiscretization discretization)	Creates a grid layout from a space-time discretization.
	FiniteDifferenceSurfaceView(SpaceTimeDiscretization discretization, double[][] values)	Creates a surface view.